CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8951 |
0.8986 |
0.0035 |
0.4% |
0.9006 |
| High |
0.8995 |
0.8999 |
0.0004 |
0.0% |
0.9013 |
| Low |
0.8949 |
0.8953 |
0.0004 |
0.0% |
0.8888 |
| Close |
0.8981 |
0.8991 |
0.0010 |
0.1% |
0.8941 |
| Range |
0.0046 |
0.0046 |
0.0000 |
0.0% |
0.0125 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
59 |
60 |
1 |
1.7% |
216 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9119 |
0.9101 |
0.9016 |
|
| R3 |
0.9073 |
0.9055 |
0.9004 |
|
| R2 |
0.9027 |
0.9027 |
0.8999 |
|
| R1 |
0.9009 |
0.9009 |
0.8995 |
0.9018 |
| PP |
0.8981 |
0.8981 |
0.8981 |
0.8986 |
| S1 |
0.8963 |
0.8963 |
0.8987 |
0.8972 |
| S2 |
0.8935 |
0.8935 |
0.8983 |
|
| S3 |
0.8889 |
0.8917 |
0.8978 |
|
| S4 |
0.8843 |
0.8871 |
0.8966 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9322 |
0.9257 |
0.9010 |
|
| R3 |
0.9197 |
0.9132 |
0.8975 |
|
| R2 |
0.9072 |
0.9072 |
0.8964 |
|
| R1 |
0.9007 |
0.9007 |
0.8952 |
0.8977 |
| PP |
0.8947 |
0.8947 |
0.8947 |
0.8933 |
| S1 |
0.8882 |
0.8882 |
0.8930 |
0.8852 |
| S2 |
0.8822 |
0.8822 |
0.8918 |
|
| S3 |
0.8697 |
0.8757 |
0.8907 |
|
| S4 |
0.8572 |
0.8632 |
0.8872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9000 |
0.8888 |
0.0112 |
1.2% |
0.0041 |
0.5% |
92% |
False |
False |
73 |
| 10 |
0.9013 |
0.8888 |
0.0125 |
1.4% |
0.0036 |
0.4% |
82% |
False |
False |
62 |
| 20 |
0.9174 |
0.8888 |
0.0286 |
3.2% |
0.0041 |
0.5% |
36% |
False |
False |
81 |
| 40 |
0.9387 |
0.8888 |
0.0499 |
5.5% |
0.0036 |
0.4% |
21% |
False |
False |
63 |
| 60 |
0.9514 |
0.8888 |
0.0626 |
7.0% |
0.0030 |
0.3% |
16% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9195 |
|
2.618 |
0.9119 |
|
1.618 |
0.9073 |
|
1.000 |
0.9045 |
|
0.618 |
0.9027 |
|
HIGH |
0.8999 |
|
0.618 |
0.8981 |
|
0.500 |
0.8976 |
|
0.382 |
0.8971 |
|
LOW |
0.8953 |
|
0.618 |
0.8925 |
|
1.000 |
0.8907 |
|
1.618 |
0.8879 |
|
2.618 |
0.8833 |
|
4.250 |
0.8758 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8986 |
0.8985 |
| PP |
0.8981 |
0.8980 |
| S1 |
0.8976 |
0.8974 |
|